In cPanel File Manager, navigate to your Themes folder. If you have WordPress installed in it's own folder called WordPress , you would navigate to "public_html/wordpress/wp-content/themes" and if WordPress is installed in your web-root folder you would navigate to "public_html/wp-content/themes".

Once you've navigated to the Themes folder in cPanel File Manager, click on Upload file(s) and upload that zip file you saved in Step 1.

Once the zip file is uploaded, click on the zip file name in cPanel, then in the panel to the right, click on Extract File Contents, and that zip file will be uncompressed.